+31.5%
CVS vs WAT
-4.5%
+36.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | -1.6% | -0.7% | -0.8% | -1.5% |
| 30D | +0.4% | -1.0% | +1.4% | +0.4% |
| 3M | -0.4% | +10.9% | -11.3% | -1.7% |
| 6M | +25.1% | +33.2% | -8.0% | +20.4% |
| YTD | +23.9% | +6.1% | +17.8% | +22.7% |
| 1Y | +41.1% | +30.2% | +10.8% | +35.9% |
| 3Y | +63.6% | +52.9% | +10.8% | +48.7% |
| 5Y | +31.5% | -5.1% | +36.7% | +22.2% |
| All | +31.5% | -4.5% | +36.0% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling